Hong Kong Institute for Monetary Research
The 14th HKIMR Summer Workshop
04 August 2016 (Thursday)
Harbour Room, 56/F, Two International Finance Centre, 8 Finance Street, Central
Programme
| 8:40 - 9:00 |
Registration and Coffee
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| Chair : |
Lillian Cheung (Hong Kong Monetary Authority & Hong Kong Institute for Monetary Research)
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| 9:00 – 9:50 |
Impact of Large Investors in Distressed Housing Markets
Abdullah Yavas (University of Wisconsin - Madison)
Discussant: Charles Leung (City University of Hong Kong)
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| 9:50 – 10:40 |
The Impact of US Monetary Policy and Other External Shocks on the Hong Kong Economy: A Factor-augmented VAR Approach
Andrew Tsang (Hong Kong Institute for Monetary Research)
Discussant: Paul Luk (Hong Kong Baptist University)
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| 10:40 – 11:00 |
Coffee Break
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| 11:00 – 11:50 |
VaR and Stress Test: The Impact of Fat-Tail Risk and Systemic Risk on Capital Requirements of Financial Institutions
Jacky So (University of Macau)
Discussant: Eric Wong (Hong Kong Monetary Authority)
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| 11:50 – 12:40 |
Measuring Spillovers between the US and Emerging Markets
Tom Fong (Hong Kong Monetary Authority)
Discussant: Daniel Law (International Monetary Fund)
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- End -
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